BNP Paribas Call 55 TSN 16.01.2026
/ DE000PC1L1H7
BNP Paribas Call 55 TSN 16.01.202.../ DE000PC1L1H7 /
| 2024-07-05 9:09:58 AM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+2.56% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
55.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1L1H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.09 |
| Time value: |
0.69 |
| Break-even: |
58.54 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.34 |
| Rho: |
0.40 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.23% |
| 1 Month |
|
|
-3.61% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
-8.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.780 |
| 1M High / 1M Low: |
0.880 |
0.650 |
| 6M High / 6M Low: |
1.310 |
0.650 |
| High (YTD): |
2024-05-06 |
1.310 |
| Low (YTD): |
2024-06-14 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.962 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.51% |
| Volatility 6M: |
|
77.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
